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Trade: FIL/USDT/60/T3/PWMA/7087

Strategy
FIL/USDT/60/T3/PWMA/7087
Pair
FIL_USDT
Interval
1h
Score
420399
Daily Profit
0.287537
Profit Factor
1.740886
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 08:34
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299504.6521 179545.9094 119958.7428 450074.0425 130510.194 319563.8485
Total P&L (%) 299.5047 179.5459 119.9587 450.074 130.5102 319.5638
Avg Daily Profit (%) 0.2875 0.1724 0.1152 0.1638 0.0802 0.1378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61099 -48716 -52231 -307458 -255254 -167893
Profit Factor 1.7409 1.8921 1.591 1.2686 1.1492 1.3988
Total Trades 150 75 75 150 75 75
Winning Trades 72 30 42 72 30 42
Losing Trades 78 45 33 78 45 33
Profitability (%) 48 40 56 48 40 56
Ratio Avg Win / Avg Loss 1.886 2.8381 1.2501 1.3743 1.7239 1.099
Largest Winning Trade 81315 81315 36079 243034 243034 162823
Largest Losing Trade -52231 -12161 -52231 -150433 -76162 -150433
Avg Bars in Trades 164 140 189 164 140 189
Avg Bars in Winners 215 191 232 215 191 232
Avg Bars in Losers 118 106 134 118 106 134
Bars Traded 24712 10533 14179 24712 10533 14179
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420399 -49870 -93292 259625 -201958 -64329

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669482000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758864887678,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 210,
            "offset": 0,
            "a": 0.28456
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            299504.6521310384,
            179545.9093774229,
            119958.7427536155,
            450074.0424510458,
            130510.1939764581,
            319563.8484745879
        ],
        [
            299.504652,
            179.545909,
            119.958743,
            450.074042,
            130.510194,
            319.563848
        ],
        [
            0.287537,
            0.172372,
            0.115166,
            0.16381,
            0.080208,
            0.137769
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61099,
            -48716,
            -52231,
            -307458,
            -255254,
            -167893
        ],
        [
            1.740886,
            1.892058,
            1.590986,
            1.268564,
            1.149243,
            1.398772
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            72,
            30,
            42,
            72,
            30,
            42
        ],
        [
            78,
            45,
            33,
            78,
            45,
            33
        ],
        [
            48,
            40,
            56,
            48,
            40,
            56
        ],
        [
            1.885959,
            2.838086,
            1.250061,
            1.374278,
            1.723864,
            1.099035
        ],
        [
            81315,
            81315,
            36079,
            243034,
            243034,
            162823
        ],
        [
            -52231,
            -12161,
            -52231,
            -150433,
            -76162,
            -150433
        ],
        [
            164,
            140,
            189,
            164,
            140,
            189
        ],
        [
            215,
            191,
            232,
            215,
            191,
            232
        ],
        [
            118,
            106,
            134,
            118,
            106,
            134
        ],
        [
            24712,
            10533,
            14179,
            24712,
            10533,
            14179
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420399,
            -49870,
            -93292,
            259625,
            -201958,
            -64329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669482000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758864887678,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 210,
            "offset": 0,
            "a": 0.28456
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)